Line between two 'empty's
You can use vertex hooks, example: draw a line mesh (2 vertices). 

Then in edit mode, select one vertex, press CTRL+H and select "hook to new object". Here an example for a cube mesh, easier to visualize: it works anyway.



A new "empty" will be created where the vertex is, and the vertex is "hooked" to it (meanwhile a "hook" modifier has been created, for your line mesh, with proper relations to empty object).



Do the same with the other vertex. Now you have the line mesh and two empties. Wherever you move the empties, their respective hooked vertex will follow.



You can also hook to existing objects (empties or others) or bones, choosing other options after CTRL+H. You may need to select them first.

In this case you'll probably have to move the control points to the respective empties origin while in edit mode to set their position: